In solve.QP(), you don't need to expand the equality into two inequalities. It
can DIRECTLY handle the equality constraints. The first `meq' rows of the
constraint matrix are equality constraints. Here is the excerpt from the
documentation.
meq
the first meq constraints are treated as equality constraints, all further as
inequality constraints (defaults to 0).
Therefore, solve.QP() can provide the full functionality of lsqlin in Matlab.
However, one caveat is that the bounds constraints have to be implemented via
inequalities in solve.QP(), which is a slight pain, but not a deal breaker.
Best,
Ravi
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
